How to create stored procedure in MS SQL Server 2005

I am new to MS SQL Server 2005. I know that there are two ways to create stored procedure or function (using T-SQL or .NET Language). Can one tell me how to do this step by step using .NET Language( please tell me where to write .NET code and how to write it)?

Try and be specific on the details if you can?
What type of function are you looking for?